A quote from their T&C's (which you accepted by placing an order with them):
"Delivery will be made as soon as possible after your order is accepted and in any event within 30 days of dispatch of the order. All delivery times quoted on the web site are estimates only, based on availability, normal processing and delivery companies".
https://www.bookdepository.com/help/topic/HelpId/19/Terms-and-Conditions
So, since the 30 day period hasn't been completed, you've no right to cancel your contract with the company.
The Book Depository is part of Amazon anyway. (Amazon acquired the company four years ago).
In future, if you want to buy from a company that will tell you whether they've actually got your book in stock (rather than waiting for it to arrive from the publishers, as the Book Depository does), buy from a proper bookshop!
http://www.foyles.co.uk/